RYLG · Expected Move
Global X Russell 2000 Covered Call & Growth ETF · ETF
The expected move for RYLG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RYLG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RYLG Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.58
30-Day ATM IV
22.4%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to RYLG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RYLG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.90 | $1.58 | 22.4% | 3% |
| 20261008 | $1.88 | $1.52 | 28.1% | 7% |
| 20261007 | $1.98 | $1.60 | 36.6% | 14% |
| 20261006 | $1.85 | $1.48 | 30.0% | 9% |
| 20261005 | $1.93 | $1.50 | 28.6% | 8% |
| 20261002 | $1.57 | $1.57 | 29.9% | 9% |
| 20261001 | $1.60 | $1.60 | 38.8% | 15% |
| 20260930 | $1.65 | $1.65 | 43.0% | 18% |
| 20260929 | $1.65 | $1.65 | 40.3% | 16% |
| 20260928 | $1.65 | $1.65 | 28.8% | 8% |
| 20260925 | $1.60 | $1.60 | 39.2% | 16% |
| 20260924 | $1.62 | $1.62 | 40.8% | 17% |
| 20260923 | $1.55 | $1.55 | 42.2% | 18% |
| 20260922 | $1.60 | $1.60 | 28.4% | 8% |
| 20260921 | $1.52 | $1.52 | 27.0% | 7% |
| 20260918 | $1.57 | $5.67 | 25.7% | 6% |
| 20260917 | $1.58 | $1.32 | 27.0% | 7% |
| 20260916 | $1.55 | $1.33 | 23.1% | 4% |
| 20260915 | $1.62 | $1.38 | 95.4% | 57% |
| 20260914 | $1.62 | $1.32 | 93.2% | 55% |
| 20260911 | $1.70 | $1.43 | 87.3% | 51% |
| 20260910 | $1.70 | $1.43 | 88.4% | 52% |
| 20260909 | $1.73 | $1.48 | 84.7% | 49% |
| 20260908 | $1.75 | $1.43 | 84.0% | 49% |
| 20260904 | $1.75 | $0.88 | 74.6% | 42% |
| 20260903 | $1.77 | $1.48 | 74.7% | 42% |
| 20260902 | $1.50 | $1.50 | 73.1% | 41% |
| 20260901 | $1.55 | $1.55 | 68.3% | 37% |
| 20260831 | $1.50 | $1.50 | 66.2% | 35% |
| 20260828 | $1.45 | $1.45 | 65.4% | 35% |
| 20260827 | $1.50 | $1.50 | 62.4% | 33% |
| 20260826 | $1.52 | $1.52 | 58.5% | 30% |
| 20260825 | $1.55 | $1.55 | 55.7% | 28% |
| 20260824 | $1.50 | $1.50 | 53.3% | 26% |
| 20260821 | $1.55 | $9.50 | 55.7% | 28% |
| 20260820 | $1.60 | $1.27 | 39.2% | 16% |
| 20260819 | $1.62 | $1.32 | 99.9% | 60% |
| 20260818 | $1.65 | $1.38 | 98.4% | 59% |
| 20260817 | $1.73 | $1.43 | 43.6% | 19% |
| 20260814 | $1.75 | $1.45 | 41.5% | 17% |
| 20260813 | $1.75 | $1.48 | 34.6% | 12% |
| 20260812 | $1.75 | $1.43 | 87.4% | 51% |
| 20260811 | $1.80 | $1.52 | 31.3% | 10% |
| 20260810 | $1.98 | $1.60 | 31.4% | 10% |
| 20260806 | $2.02 | $5.85 | 33.3% | 11% |
| 20260805 | $1.67 | $1.67 | 31.7% | 10% |
| 20260804 | $1.60 | $1.60 | 32.6% | 11% |
| 20260803 | $1.62 | $1.62 | 24.0% | 4% |
| 20260731 | $1.73 | $1.73 | 20.9% | 2% |
| 20260730 | $1.77 | $1.77 | 26.3% | 6% |
| 20260729 | $1.77 | $1.77 | 24.8% | 5% |
| 20260728 | $1.82 | $1.82 | 23.1% | 4% |
| 20260727 | $1.88 | $1.88 | 25.1% | 5% |
| 20260724 | $1.88 | $1.88 | 24.2% | 4% |
| 20260723 | $1.85 | $1.85 | 27.8% | 7% |
| 20260722 | $1.95 | $1.95 | 25.2% | 5% |
| 20260721 | $1.82 | $1.82 | 19.9% | 1% |
| 20260720 | $1.90 | $1.90 | 22.3% | 3% |
| 20260716 | $1.90 | $0.97 | 78.4% | 44% |
| 20260715 | $1.95 | $1.45 | 22.7% | 3% |
More on RYLG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.